Palgrave handbook of econometrics. Vol. 2, Applied econometrics /
Palgrave handbook of econometrics. Vol. 2, Applied econometrics /
Applied econometrics Handbook of econometrics Econometrics
edited by Terence C. Mills and Kerry Patterson.
- xxxiii, 1388 pages : illustrations ; 25 cm
Includes bibliographical references and index.
Econometric theory -- 1. Applied econometrics: The methodology of empirical econometric modeling : applied econometrics through the looking glass / How much structure in empirical models? / Introductory remarks on metastatistics for the practically minded non-Bayesian regression runner / Forecast combination and encompassing / Recent developments in density forecasting / Investigating economic trends and cycles / Economic cycles : asymmetries, persistence, and synchronization / The long swings puzzle : what the data tell when allowed to speak freely / Structural time series models for business cycle analysis / Fractional integration and cointegration : an overview and an empirical application / Discrete choice modeling / Panel data methods and applications to health economics / Panel methods to test for unit roots and cointegration / Microeconometrics : current methods and some recent developments / Computational considerations in empirical microeconometrics : selected examples / David F. Hendry -- Fabio Canova -- John DiNardo -- Michael P. Clements and David I. Harvey -- Stephen G. Hall and James Mitchell -- D.S.G. Pollock -- Joe Cardinale and Larry W. Taylor -- Katarina Juselius -- Tommaso Proietti -- Luis A. Gil-Alana and Javier Hualde -- William Greene -- Andres M. Jones -- Anindya Banerjee and Martin Wagner -- A. Colin Cameron -- David T. Jacho-Chávez and Pravin K. Trivedi -- v.2. pt. I. The methodology and philosophy of applied econometrics. pt. II. Forecasting. pt. III. Time series applications. pt. IV. Cross-section and panel data applications. pt. V. Microeconometrics. The econometrics of monetary policy : an overview / Macroeconometric modeling for policy / Monetary policy, beliefs, unemployment and inflation : evidence from the UK / Estimation of continuous-time stochastic volatility models / Testing the martingale hypothesis / Autoregressive conditional duration models / The econometrics of exchange rates / The econometrics of convergence / The methods of growth econometrics / The econometrics of finance and growth / Spatial hedonic models / Spatial analysis of economic convergence / Testing econometric software / Trends in applied econometrics software development 1985-2008 : an analysis of Journal of Applied econometrics research articles, software reviews, data and code / Carlo Favero -- Gunnar Bårdsen and Ragnar Nymoen -- S.G.B. Henry -- George Dotsis, Raphael N. Markellos and Terence C. Mills -- J. Carlos Escanciano and Ignacio N. Lobato -- Ruey S. Tsay -- Efthymios G. Pavlidis, Ivan Paya and David A. Peel -- Steven N Durlauf, Paul A. Johnson and Jonathan R.W. Temple -- Steven N. Durlauf, Paul A. Johnson and Jonathan R. W. Temple -- Thorsten Beck -- Luc Anselin and Nancy Lozano-Gracia -- Sergio J. Rey and Julie Le Gallo -- B.D. McCullough -- Marius Ooms. pt. VI. Applications of econometrics to economic policy. pt. VII. Applications to financial econometrics. pt. VIII. Growth development econometrics. pt. IX. Spatial econometrics. pt. X. Applied econometrics and computing.
140391799X 9781403917997
Econometrics.
HB139 / .P363 2009
330.015195
Includes bibliographical references and index.
Econometric theory -- 1. Applied econometrics: The methodology of empirical econometric modeling : applied econometrics through the looking glass / How much structure in empirical models? / Introductory remarks on metastatistics for the practically minded non-Bayesian regression runner / Forecast combination and encompassing / Recent developments in density forecasting / Investigating economic trends and cycles / Economic cycles : asymmetries, persistence, and synchronization / The long swings puzzle : what the data tell when allowed to speak freely / Structural time series models for business cycle analysis / Fractional integration and cointegration : an overview and an empirical application / Discrete choice modeling / Panel data methods and applications to health economics / Panel methods to test for unit roots and cointegration / Microeconometrics : current methods and some recent developments / Computational considerations in empirical microeconometrics : selected examples / David F. Hendry -- Fabio Canova -- John DiNardo -- Michael P. Clements and David I. Harvey -- Stephen G. Hall and James Mitchell -- D.S.G. Pollock -- Joe Cardinale and Larry W. Taylor -- Katarina Juselius -- Tommaso Proietti -- Luis A. Gil-Alana and Javier Hualde -- William Greene -- Andres M. Jones -- Anindya Banerjee and Martin Wagner -- A. Colin Cameron -- David T. Jacho-Chávez and Pravin K. Trivedi -- v.2. pt. I. The methodology and philosophy of applied econometrics. pt. II. Forecasting. pt. III. Time series applications. pt. IV. Cross-section and panel data applications. pt. V. Microeconometrics. The econometrics of monetary policy : an overview / Macroeconometric modeling for policy / Monetary policy, beliefs, unemployment and inflation : evidence from the UK / Estimation of continuous-time stochastic volatility models / Testing the martingale hypothesis / Autoregressive conditional duration models / The econometrics of exchange rates / The econometrics of convergence / The methods of growth econometrics / The econometrics of finance and growth / Spatial hedonic models / Spatial analysis of economic convergence / Testing econometric software / Trends in applied econometrics software development 1985-2008 : an analysis of Journal of Applied econometrics research articles, software reviews, data and code / Carlo Favero -- Gunnar Bårdsen and Ragnar Nymoen -- S.G.B. Henry -- George Dotsis, Raphael N. Markellos and Terence C. Mills -- J. Carlos Escanciano and Ignacio N. Lobato -- Ruey S. Tsay -- Efthymios G. Pavlidis, Ivan Paya and David A. Peel -- Steven N Durlauf, Paul A. Johnson and Jonathan R.W. Temple -- Steven N. Durlauf, Paul A. Johnson and Jonathan R. W. Temple -- Thorsten Beck -- Luc Anselin and Nancy Lozano-Gracia -- Sergio J. Rey and Julie Le Gallo -- B.D. McCullough -- Marius Ooms. pt. VI. Applications of econometrics to economic policy. pt. VII. Applications to financial econometrics. pt. VIII. Growth development econometrics. pt. IX. Spatial econometrics. pt. X. Applied econometrics and computing.
140391799X 9781403917997
Econometrics.
HB139 / .P363 2009
330.015195